{numerical-linear-algebra} questions involving algorithms for linear algebra computations.

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246 views

### A question for solutions of perturbed linear systems

Consider a linear system
$$Ax=b\qquad (*)$$
and a sequence of perturbed linear systems $$(A+\delta A_n)x=b+\delta b_n. \qquad (n)$$
Suppose that all the linear systems are consistent (i.e., ...

**3**

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**0**answers

112 views

### Computing the norm of the columns of an implicitly defined matrix

I have an $n \times n$ matrix $M = \Sigma W$ where $\Sigma$ is diagonal and $W$ orthogonal. $W$ is implicitly defined, i.e. I can only perform matrix-vector products (but I also have access to $W^T$).
...

**4**

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2k views

### Interesting relationships between Cholesky decomposition and diagonalization

Let $\Sigma$ be a hermitian positive definite matrix and $L$ be it's Cholesky decomposition so that $LL^\ast=\Sigma$. Furthermore, let's diagonalize $\Sigma$ as $\Sigma = P\Lambda P^\ast$. $\Lambda$ ...

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1k views

### Low rank Matrix factorization

Hello,
I've a SPD matrix A; which needs to be factorized as ${A=SS^{T}}$. But, using Cholesky for this purpose is prohibitive in terms of computational cost. Moreover, matrix is Dense and has a slow ...

**2**

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**0**answers

168 views

### Could SVD be used to optimize the partial inner-products?

Suppose a set $N$ of $n$ distinct points in $m-$dimensional space is given in $X\in\mathbb{R}^{n\times m}$. Also, suppose a subset $L\subset N$, $|L|=l<m<n$, with
$m-$dimensional coordinates in ...

**7**

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**2**answers

367 views

### polynomials with minimal $L_\infty$ norm on multiple disjoint intervals

It is well-known that Chebyshev polynomials are the polynomials of minimal $L_\infty$ norm on [-1,1] with leading coefficient 1. But what if you want the minimal $L_\infty$ polynomial on two disjoint ...

**2**

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373 views

### How many iterations are required for the Lanczos algorithm to converge?

I am trying to find the n smallest eigenvalues and eigenvectors of a NxN SPD matrix using Lanczos method. What is the number of iterations usually required? I mean, does it scale as $O(N)$ or ...

**7**

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110 views

### How do I find elements of an algebra which generate an algebra contained in a fixed subspace?

Suppose $V$ is a linear subspace of a finite dimensional $C^*$-algebra $A$. (Feel free to assume $A$ is a multi-matrix algebra over $\mathbb C$.)
I would like to find $x \in V$ such that $\mathbb C ...

**5**

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**2**answers

663 views

### Factorizing a block symmetric matrix

Let $X,Y\in\mathbb{R}^{n\times n}$ be symmetric matrices. You may assume that $X$ is positive semidefinite and $Y$ negative semidefinite, if needed, but not that they are invertible.
I would like to ...

**4**

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911 views

### Is there some algorithms for solving non-linear matrix equations?

Is there some algorithms for solving non-linear matrix equations on field $\mathbb{C}$?
Especially, solving polynomial nonlinear matrix equations.
For instance, let $X$ be some matrix satisfying
...